Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.017476 0.019810 0.022361 0.025359 0.028791 0.032601 0.037159
2024-10-13 0.013242 0.016269 0.019871 0.024487 0.030266 0.037289 0.046514
2024-10-20 0.011089 0.014369 0.018497 0.024104 0.031565 0.041211 0.054724
2024-10-27 0.009378 0.012679 0.017028 0.023218 0.031870 0.043637 0.061023
2024-11-03 0.008657 0.012155 0.016951 0.024072 0.034479 0.049296 0.072279
2024-11-10 0.008016 0.011637 0.016783 0.024716 0.036782 0.054685 0.083708
2024-11-17 0.007465 0.011171 0.016612 0.025290 0.038983 0.060090 0.095732
2024-11-24 0.006778 0.010419 0.015922 0.024974 0.039733 0.063279 0.104546
2024-12-01 0.006209 0.009786 0.015341 0.024742 0.040553 0.066607 0.113901
2024-12-08 0.005722 0.009233 0.014824 0.024543 0.041373 0.069971 0.123646
2024-12-15 0.005454 0.009004 0.014801 0.025152 0.043599 0.075920 0.138644
2024-12-22 0.005071 0.008548 0.014356 0.024979 0.044421 0.079452 0.149564
2024-12-29 0.004887 0.008424 0.014476 0.025839 0.047236 0.086976 0.169223
2025-01-05 0.004433 0.007790 0.013656 0.024922 0.046668 0.088144 0.176542
2025-01-12 0.004109 0.007358 0.013153 0.024534 0.047050 0.091138 0.187893
2025-01-19 0.003745 0.006823 0.012417 0.023630 0.046320 0.091839 0.194476
2025-01-26 0.003650 0.006780 0.012588 0.024501 0.049224 0.100195 0.218699
2025-02-02 0.003534 0.006685 0.012651 0.025157 0.051748 0.108025 0.242783
2025-02-09 0.003417 0.006579 0.012680 0.025743 0.054177 0.115907 0.268040
2025-02-16 0.003209 0.006274 0.012292 0.025420 0.054603 0.119421 0.283355
2025-02-23 0.003026 0.006007 0.011959 0.025184 0.055194 0.123360 0.300224
2025-03-02 0.002861 0.005764 0.011655 0.024981 0.055834 0.127475 0.318081
2025-03-09 0.002786 0.005702 0.011721 0.025601 0.058438 0.136506 0.349914